Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 4.04% | 0.22 CHF | 0.23 CHF | 494,700 | 494,700 | 268,747 | 268,829 | 65,103 CHF | 67,818 CHF | 99.77% | 99.77% |
19/11/2024 | 4.56% | 0.24 CHF | 0.25 CHF | 547,800 | 547,800 | 302,071 | 302,220 | 67,078 CHF | 70,138 CHF | 100.00% | 100.00% |
18/11/2024 | 4.74% | 0.22 CHF | 0.23 CHF | 609,200 | 609,200 | 337,231 | 337,231 | 71,157 CHF | 74,536 CHF | 99.90% | 99.90% |
15/11/2024 | 4.45% | 0.20 CHF | 0.21 CHF | 531,900 | 531,900 | 288,547 | 288,547 | 63,776 CHF | 66,667 CHF | 100.00% | 100.00% |
14/11/2024 | 3.83% | 0.24 CHF | 0.25 CHF | 458,300 | 458,300 | 238,752 | 238,752 | 64,166 CHF | 66,643 CHF | 100.00% | 100.00% |
13/11/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 401,200 | 401,200 | 217,551 | 217,551 | 65,207 CHF | 67,387 CHF | 100.00% | 100.00% |
12/11/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 421,400 | 421,400 | 229,022 | 229,052 | 67,729 CHF | 70,032 CHF | 99.90% | 99.90% |
11/11/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 454,300 | 454,300 | 249,330 | 249,330 | 70,651 CHF | 73,149 CHF | 99.90% | 99.90% |
08/11/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 411,000 | 411,000 | 226,292 | 226,292 | 65,674 CHF | 67,946 CHF | 99.19% | 99.19% |
07/11/2024 | 3.68% | 0.29 CHF | 0.30 CHF | 472,900 | 472,900 | 263,464 | 263,464 | 72,169 CHF | 74,809 CHF | 100.00% | 100.00% |